Windows 2008 R2 Group Policy Issue

Trying to setup a new Windows 2008 R2 terminal server, having an issue with group policy.

What I want to do is have shortcuts applied to the desktop through group policy then lock the desktop so they can't add their own shortcuts and files to it. I can get the first part to work fine but just can't work out how to lock the desktop, tried folder redirection but that then empties the desktop on me.